+343.3%
SPGI vs MOS
-3.5%
+346.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.0% |
| 7D | +1.2% | -2.0% | +3.2% | +1.6% |
| 30D | +15.9% | +15.3% | +0.6% | +12.7% |
| 3M | +12.3% | +1.5% | +10.8% | +11.3% |
| 6M | +23.7% | -2.0% | +25.7% | +22.7% |
| YTD | -3.5% | -6.5% | +3.0% | -4.9% |
| 1Y | +0.4% | -11.1% | +11.5% | -0.2% |
| 3Y | +29.9% | -30.3% | +60.1% | +32.3% |
| 5Y | +15.2% | -33.5% | +48.7% | +12.1% |
| All | +343.3% | -3.5% | +346.8% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling